This rhetorical device is called metaphor.
Rabbi Eliahu has lost his son after three years they spent together in concentration camps, and now inquires about him. Frozen and broken by cold winds and snow, by the SS soldiers' mistreatment, but most of all by the fact that his son is missing, this kind man shows up and goes away quietly, like a shadow. Wiesel uses this metaphor to imply that his existence in this cruel, inhumane world is transient. Maybe the next moment he would be a corpse in the snow, just like so many others.
This happens in chapter 6 of Elie Wiesel's novel "Night".